Just right click on the Recycle Bin Icon, and choose which drives you wish to have recycle bins- I usually only allow my System drive.
Consequently, right click on your Computer iCon and choose "Properties (or go into Control Panel and pull up "System Information") - From there, choose System Protection ans make sure that these USB drives do not also have System Restore turned on- Unless you want Volume Shadow Copies of the files in there, or you wan to use any of those drives to store "FileHistory"
If you do shut off System Protection/Restore on those drives, make sure you make a new restore point right away, because any restore points made while those drives were in use, will not work anymore.